either of those filters is fine - just fitted a K&N - doesn't have oil on or come with oil in box for this model - Other K&N's I have had did come with oil though.
The RX does roll more than the STi I had - It improved with new tyres (HL rated) and also with the spacers, I will be considering the strut race just to make make a square out of the front end and firm it all up as a structure
The lowering springs pictured in the other thread do give a nice amount of drop.
Not sure the front spoiler addon will fit the RX due to shape of bottom of valence, but if you have bad speed bumps locally it may not stay attached for too long